Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 18.306986 20.868868 23.629311 26.821026 30.405826 34.303840 38.859486
2025-01-05 14.950889 18.515740 22.650522 27.785138 33.973752 41.174726 50.170342
2025-01-12 12.691648 16.588632 21.329192 27.491601 35.258870 44.689457 56.969164
2025-01-19 10.489157 14.401042 19.370070 26.101402 34.932321 46.067206 61.106680
2025-01-26 9.572940 13.697199 19.128905 26.743497 37.068861 50.498010 69.186256
2025-02-02 8.842910 13.137747 18.982874 27.434523 39.240148 55.025618 77.584219
2025-02-09 7.960488 12.258008 18.291810 27.274858 40.177437 57.881987 83.816356
2025-02-16 7.144537 11.382826 17.511793 26.891532 40.721204 60.162630 89.304471
2025-02-23 6.581429 10.822431 17.125131 27.018738 41.960387 63.434160 96.303622
2025-03-02 6.135428 10.394657 16.889284 27.329694 43.454404 67.109440 104.027471
2025-03-09 5.682884 9.911322 16.521669 27.395093 44.554341 70.227455 111.044957
2025-03-16 5.207067 9.344678 15.973294 27.124697 45.096152 72.503529 116.867913
2025-03-23 4.867080 8.983609 15.738763 27.355647 46.464261 76.151847 125.049871
2025-03-30 4.683135 8.873762 15.905869 28.247979 48.936815 81.633459 136.354045
2025-04-06 4.307285 8.390027 15.403683 27.978669 49.477301 84.062567 142.909387
2025-04-13 3.777045 7.578433 14.274753 26.556850 47.998920 83.148029 144.008086
2025-04-20 3.627549 7.457585 14.344383 27.212205 50.062256 88.094471 154.882661
2025-04-27 3.495446 7.357230 14.440311 27.913389 52.232346 93.304505 166.410681
2025-05-04 3.251999 7.018603 14.074287 27.751474 52.868351 95.944859 173.712757
2025-05-11 2.999865 6.639836 13.604087 27.361876 53.065108 97.825937 179.778621
2025-05-18 2.833696 6.420892 13.420164 27.491163 54.199759 101.369388 188.853354
2025-05-25 2.701918 6.261690 13.339185 27.807112 55.686927 105.586383 199.271450
2025-06-01 2.551542 6.049619 13.137788 27.873566 56.703791 108.999271 208.391154